+276.1%
EBAY vs DGX
+255.3%
+20.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.0% |
| 7D | +4.2% | -0.9% | +5.1% | +4.5% |
| 30D | +5.6% | -1.2% | +6.8% | +6.0% |
| 3M | -1.4% | +15.8% | -17.2% | -6.6% |
| 6M | +18.2% | +18.2% | 0.0% | +11.0% |
| YTD | +24.8% | +37.2% | -12.4% | +10.4% |
| 1Y | +18.0% | +30.4% | -12.3% | +6.2% |
| 3Y | +160.3% | +96.7% | +63.6% | +98.0% |
| 5Y | +62.1% | +67.2% | -5.0% | +29.7% |
| All | +276.1% | +255.3% | +20.7% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling